NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
96.53 |
96.44 |
-0.09 |
-0.1% |
93.11 |
| High |
97.20 |
97.15 |
-0.05 |
-0.1% |
94.91 |
| Low |
95.97 |
96.21 |
0.24 |
0.3% |
90.50 |
| Close |
96.52 |
97.01 |
0.49 |
0.5% |
94.64 |
| Range |
1.23 |
0.94 |
-0.29 |
-23.6% |
4.41 |
| ATR |
1.86 |
1.79 |
-0.07 |
-3.5% |
0.00 |
| Volume |
89,440 |
83,930 |
-5,510 |
-6.2% |
413,519 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.61 |
99.25 |
97.53 |
|
| R3 |
98.67 |
98.31 |
97.27 |
|
| R2 |
97.73 |
97.73 |
97.18 |
|
| R1 |
97.37 |
97.37 |
97.10 |
97.55 |
| PP |
96.79 |
96.79 |
96.79 |
96.88 |
| S1 |
96.43 |
96.43 |
96.92 |
96.61 |
| S2 |
95.85 |
95.85 |
96.84 |
|
| S3 |
94.91 |
95.49 |
96.75 |
|
| S4 |
93.97 |
94.55 |
96.49 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.58 |
105.02 |
97.07 |
|
| R3 |
102.17 |
100.61 |
95.85 |
|
| R2 |
97.76 |
97.76 |
95.45 |
|
| R1 |
96.20 |
96.20 |
95.04 |
96.98 |
| PP |
93.35 |
93.35 |
93.35 |
93.74 |
| S1 |
91.79 |
91.79 |
94.24 |
92.57 |
| S2 |
88.94 |
88.94 |
93.83 |
|
| S3 |
84.53 |
87.38 |
93.43 |
|
| S4 |
80.12 |
82.97 |
92.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.36 |
91.55 |
5.81 |
6.0% |
1.96 |
2.0% |
94% |
False |
False |
102,950 |
| 10 |
97.36 |
90.50 |
6.86 |
7.1% |
1.93 |
2.0% |
95% |
False |
False |
86,656 |
| 20 |
97.36 |
90.50 |
6.86 |
7.1% |
1.84 |
1.9% |
95% |
False |
False |
73,840 |
| 40 |
97.36 |
88.86 |
8.50 |
8.8% |
1.66 |
1.7% |
96% |
False |
False |
51,083 |
| 60 |
97.36 |
82.46 |
14.90 |
15.4% |
1.72 |
1.8% |
98% |
False |
False |
42,685 |
| 80 |
97.36 |
82.46 |
14.90 |
15.4% |
1.71 |
1.8% |
98% |
False |
False |
36,328 |
| 100 |
97.36 |
79.39 |
17.97 |
18.5% |
1.69 |
1.7% |
98% |
False |
False |
33,476 |
| 120 |
97.36 |
75.70 |
21.66 |
22.3% |
1.67 |
1.7% |
98% |
False |
False |
29,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.15 |
|
2.618 |
99.61 |
|
1.618 |
98.67 |
|
1.000 |
98.09 |
|
0.618 |
97.73 |
|
HIGH |
97.15 |
|
0.618 |
96.79 |
|
0.500 |
96.68 |
|
0.382 |
96.57 |
|
LOW |
96.21 |
|
0.618 |
95.63 |
|
1.000 |
95.27 |
|
1.618 |
94.69 |
|
2.618 |
93.75 |
|
4.250 |
92.22 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.90 |
96.59 |
| PP |
96.79 |
96.16 |
| S1 |
96.68 |
95.74 |
|